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Limit theorems for stochastic processes

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Springer-Verlag, 31 déc. 1987 - 600 pages

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Table des matières

The General Theory of Stochastic Processes
1
Predictable crField Predictable Times
16
Increasing Processes
27
Droits d'auteur

47 autres sections non affichées

Expressions et termes fréquents

absolute continuity adapted process apply assume assumption belongs C-tight cadlag cadlag function Chapter characteristics compensator consider converges in law Corollary countable D(Ud defined definition denote dense subset density process deterministic equivalence evanescent set exists filtration finite variation finite-dimensional convergence fixed function h Girsanov's Theorem Hellinger process hence holds hypothesis implies increasing process independent increments inf(t Jacod jumps Lemma lim sup limit theorems limiting process locally bounded martingale problem measure on Q Moreover nonnegative notation obtain obviously point process Poisson process predictable process probability measure probability space Proof of Theorem Proposition random measure random variables recall relative remains to prove resp result satisfies Section semimartingale Skorokhod topology square-integrable stochastic basis stochastic integral suffices to prove sufficient condition suppose teU+ tight trivial truncation function uniformly integrable uniqueness weakly Wiener process yields

Informations bibliographiques

QR code for Limit theorems for stochastic processes
TitreLimit theorems for stochastic processes
Volume 288 de Grundlehren der mathematischen Wissenschaften
AuteursJean Jacod, Albert N. Shiryaev
ÉditeurSpringer-Verlag, 1987
Original provenant deUniversity of Minnesota
Numérisé1 févr. 2010
ISBN3540178821, 9783540178828
Longueur600 pages
  
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